| On stochastic gradient langevin dynamics with dependent data streams: The fully nonconvex case NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang SIAM Journal on Mathematics of Data Science 3 (3), 959-986, 2021 | 70 | 2021 |
| On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M Barkhagen, NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang | 46 | 2021 |
| Optimal investment with intermediate consumption under no unbounded profit with bounded risk HN Chau, A Cosso, C Fontana, O Mostovyi Journal of Applied Probability 54 (3), 710-719, 2017 | 31 | 2017 |
| Market models with optimal arbitrage HN Chau, P Tankov SIAM Journal on Financial Mathematics 6 (1), 66-85, 2015 | 21 | 2015 |
| On fixed gain recursive estimators with discontinuity in the parameters HN Chau, C Kumar, M Rásonyi, S Sabanis ESAIM: Probability and Statistics 23, 217-244, 2019 | 20 | 2019 |
| Arbitrage and utility maximization in market models with an insider NH Chau, W Runggaldier, P Tankov Mathematics and Financial Economics, 2016 | 14 | 2016 |
| The value of informational arbitrage HN Chau, A Cosso, C Fontana Finance and Stochastics, 0 | 12* | |
| Stochastic gradient hamiltonian monte carlo for non-convex learning HN Chau, M Rasonyi arXiv preprint arXiv:1903.10328, 2019 | 10 | 2019 |
| Skorohod's representation theorem and optimal strategies for markets with frictions HN Chau, M Rásonyi SIAM Journal on Control and Optimization 55 (6), 3592-3608, 2017 | 9 | 2017 |
| Robust utility maximization in markets with transaction costs HN Chau, M Rasonyi Finance and Stochastics 23 (3), 677–696, 2019 | 8 | 2019 |
| Super‐replication with transaction costs under model uncertainty for continuous processes HN Chau, M Fukasawa, M Rásonyi Mathematical Finance 32 (4), 1066-1085, 2022 | 5 | 2022 |
| On robust fundamental theorems of asset pricing in discrete time HN Chau SIAM Journal on Financial Mathematics 15 (3), 571-600, 2024 | 3 | 2024 |
| On the Inversion‐Free Newton's Method and Its Applications HN Chau, JL Kirkby, DH Nguyen, D Nguyen, NN Nguyen, T Nguyen International Statistical Review, 2024 | 3 | 2024 |
| On optimal investment with processes of long or negative memory HN Chau, M Rásonyi Stochastic Processes and their Applications 128 (4), 1095-1113, 2018 | 1 | 2018 |
| On short-time behavior of implied volatility in a market model with indexes HN Chau, D Nguyen, T Nguyen arXiv preprint arXiv:2402.16509, 2024 | | 2024 |
| Поведение инвесторов в конических моделях рынков ХН Чоу, М Рашоньи Теория вероятностей и ее применения 65 (2), 420-430, 2020 | | 2020 |
| Behavioral investors in conic market models HN Chau, M Rásonyi Theory of Probability & Its Applications 65 (2), 330-337, 2020 | | 2020 |
| and Probability M BARKHAGEN, NH CHAU, É MOULINES, M RÁSONYI, S SABANIS, ... | | |
| The Price of Informational Arbitrage HN Chau, A Cosso, C Fontana Book of abstracts, 42, 0 | | |
Miklos RasonyiAlfred Renyi Institute of Mathematics, Budapest在 renyi.hu 的电子邮件经过验证
